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master: 86%

Ran 22 Aug 2018 03:04PM UTC

Files 5

Run time 3s

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Committed 22 Aug 2018 02:54PM UTC coverage: 85.861% (+0.3%) from 85.526%

Job # CVXPY_VERSION=0.4.9

Build Type

push

travis-ci

Committed by

matthewgilbert

Commit Message

Change util.reindex() to operate on prices.

Reindexing returns to be consistent with instrument weights turns out to
be relatively tricky to address all the edge cases. A more natural
approach is to reindex prices before calculating instrument level
returns which are then combined based on instrument weights.

See also: #8, #9, #10
Closes: #11

Run Details

334 of 389 relevant lines covered (85.86%)

0.86 hits per line

matthewgilbert / mapping / 75 / 2
86%
master: 86%

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Source Files on job 75.2 (CVXPY_VERSION=0.4.9)

matthewgilbert / mapping / 75 / 2 86% master: 86%

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Markdown

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Source Files on job 75.2 (CVXPY_VERSION=0.4.9)

matthewgilbert / mapping / 75 / 2
86%
master: 86%

README BADGES
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